QUTM.DE vs. DR7E.DE

Last updated Apr 2, 2026

Compare and contrast key facts about VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE).

QUTM.DE and DR7E.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUTM.DE is a passively managed fund by VanEck that tracks the performance of the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). It was launched on May 21, 2025. DR7E.DE is a passively managed fund by Global X that tracks the performance of the Solactive Autonomous & Electric Vehicles. It was launched on Nov 16, 2021. Both QUTM.DE and DR7E.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QUTM.DE vs. DR7E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE). The values are adjusted to include any dividend payments, if applicable.

QUTM.DE vs. DR7E.DE - Yearly Performance Comparison

	2026 (YTD)	2025
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc	-7.43%	14.59%
DR7E.DE Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating	5.36%	32.16%

Returns By Period

In the year-to-date period, QUTM.DE achieves a -7.43% return, which is significantly lower than DR7E.DE's 5.36% return.

QUTM.DE

• 1D: 5.09%
• 1M: -5.66%
• YTD: -7.43%
• 6M: -7.97%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DR7E.DE

• 1D: 3.78%
• 1M: -2.99%
• YTD: 5.36%
• 6M: 11.19%
• 1Y: 38.01%
• 3Y*: 8.70%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QUTM.DE vs. DR7E.DE - Expense Ratio Comparison

QUTM.DE has a 0.55% expense ratio, which is higher than DR7E.DE's 0.50% expense ratio.

QUTM.DE

VanEck Quantum Computing UCITS ETF A USD Acc

DR7E.DE

Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating

Return for Risk

QUTM.DE vs. DR7E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DR7E.DE

DR7E.DE Risk / Return Rank: 79
DR7E.DE Sharpe Ratio Rank: 76
DR7E.DE Sortino Ratio Rank: 77
DR7E.DE Omega Ratio Rank: 69
DR7E.DE Calmar Ratio Rank: 91
DR7E.DE Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QUTM.DE vs. DR7E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	QUTM.DE	DR7E.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.02	+0.22

Correlation

The correlation between QUTM.DE and DR7E.DE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

QUTM.DE vs. DR7E.DE - Dividend Comparison

Neither QUTM.DE nor DR7E.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

QUTM.DE vs. DR7E.DE - Drawdown Comparison

The maximum QUTM.DE drawdown since its inception was -23.74%, smaller than the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and DR7E.DE.

Drawdown Indicators

	QUTM.DE	DR7E.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.74%	-40.66%	+16.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.27%	—
Current Drawdown Current decline from peak	-19.86%	-5.95%	-13.91%
Average Drawdown Average peak-to-trough decline	-8.05%	-18.99%	+10.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.67%	—

Volatility

Volatility by Period

	QUTM.DE	DR7E.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.27%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	28.68%	25.85%	+2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.68%	24.78%	+3.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.68%	24.78%	+3.90%